http://valinet6l6tq6d5yohaa6gdsf2ho4qcqcxyj2nahp5kd4z7nsa6ycdqd.onion/2015/07/01/How-I-exported-my-text-messages-from-Windows-Phone-to-Android.html
You can search for it, it usually comes as the top result, or you can directly download it from this link: https://www.windowsphone.com/en-us/store/app/contacts-message-backup/07f078fb-cdbb-42e8-9027-25eddccbebf2 \8. Now, after the app is installed, open it by going to Settings.